+174.6%
ARM vs ARMK
+104.3%
+70.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.3% | +1.4% |
| 7D | -15.2% | -2.6% | -12.6% | -13.2% |
| 30D | -40.7% | -5.2% | -35.5% | -37.9% |
| 3M | -39.1% | -6.5% | -32.6% | -35.8% |
| 6M | -26.4% | +15.3% | -41.7% | -33.7% |
| YTD | +59.7% | +43.6% | +16.2% | +22.9% |
| 1Y | +10.3% | +42.1% | -31.7% | -14.9% |
| 3Y | +228.9% | +94.0% | +134.8% | +94.2% |
| All | +174.6% | +104.3% | +70.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling